tex: finalize NFDBP demo
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@ -312,25 +312,25 @@ new constraints on the first bin can be expressed as follows :
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\subsection{La giga demo}
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Let $ k \in \mathbb{N} $. Let $ (U_n)_{n \in \mathbb{N}} $ be a sequence of
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Let $ k \geq 2 $. Let $ (U_n)_{n \in \mathbb{N}^*} $ be a sequence of
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independent random variables with uniform distribution on $ [0, 1] $, representing
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the size of the $ n $-th item.
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Let $ i \in \mathbb{N} $. $ T_i $ denotes the number of items in the $ i $-th
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bin. We have that
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\begin{equation}
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\begin{equation*}
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T_i = k \iff U_1 + U_2 + \ldots + U_{k-1} < 1 \text{ and } U_1 + U_2 + \ldots + U_{k} \geq 1
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\end{equation}
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\end{equation*}
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Let $ A_k = \{ U_1 + U_2 + \ldots + U_{k} < 1 \}$. Hence,
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\begin{align*}
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% TODO = k
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\begin{align}
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\label{eq:prob}
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P(T_i = k)
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& = P(A_{k-1} \cap A_k^c) \\
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& = P(A_{k-1}) - P(A_k) \qquad \text{ (as $ A_k \subset A_{k-1} $)} \\
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\end{align*}
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\end{align}
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We will try to show that $ \forall k \geq 1 $, $ P(A_k) = \frac{1}{k!} $. To do
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so, we will use induction to prove the following proposition \eqref{eq:induction},
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@ -373,20 +373,29 @@ $ f_{U_{k-1}}(y) = 1 $. We can then integrate by parts :
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\begin{align*}
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P(S_k < a)
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& = \int_{0}^{a} f_{S_{k-1}}(x) \cdot \left( \int_{0}^{a-x} 1 dy \right) dx \\
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& = \int_{0}^{a} f_{S_{k-1}}(x) \cdot (a - x) dx \\
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& = a \int_{0}^{a} f_{S_{k-1}}(x) dx - \int_{0}^{a} x f_{S_{k-1}}(x) dx \\
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& = \int_{0}^{a} f_{S_{k-1}}(x) \cdot \left( \int_{0}^{a-x} 1 dy \right) dx \\
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& = \int_{0}^{a} f_{S_{k-1}}(x) \cdot (a - x) dx \\
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& = a \int_{0}^{a} f_{S_{k-1}}(x) dx - \int_{0}^{a} x f_{S_{k-1}}(x) dx \\
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& = a \int_0^a F'_{S_{k-1}}(x) dx - \left[ x F_{S_{k-1}}(x) \right]_0^a
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+ \int_{0}^{a} x F_{S_{k-1}}(x) dx \qquad \text{(IPP)} \\
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+ \int_{0}^{a} F_{S_{k-1}}(x) dx \qquad \text{(IPP : }x, F_{S_{k-1}} \in C^1([0,1]) \\
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& = a \left[ F_{S_{k-1}}(x) \right]_0^a - \left[ x F_{S_{k-1}}(x) \right]_0^a
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+ \int_{0}^{a} \frac{x^{k-1}}{(k-1)!} dx \\
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& = \left[ \frac{x^k}{k!} \right]_0^a \\
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& = \frac{a^k}{k!} \\
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+ \int_{0}^{a} \frac{x^{k-1}}{(k-1)!} dx \\
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& = \left[ \frac{x^k}{k!} \right]_0^a \\
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& = \frac{a^k}{k!} \\
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\end{align*}
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We have shown that $ (\mathcal{H}_{k}) $ is true, so by induction, $ \forall k \geq 1 $,
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\paragraph{Conclusion} We have shown that $ (\mathcal{H}_{k}) $ is true, so by induction, $ \forall k \geq 1 $,
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$ \forall a \in [0, 1] $, $ P(U_1 + U_2 + \ldots + U_{k} < a) = \frac{a^k}{k!} $. Take
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$ a = 1 $ to get $ P(U_1 + U_2 + \ldots + U_{k} < 1) = \frac{1}{k!} $.
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$ a = 1 $ to get
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\[ P(U_1 + U_2 + \ldots + U_{k} < 1) = \frac{1}{k!} \]
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Finally, plugging this into \eqref{eq:prob} gives us
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\[
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P(T_i = k) = P(A_{k-1}) - P(A_{k}) = \frac{1}{(k-1)!} - \frac{1}{k!} \qquad \forall k \geq 2
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\]
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